normally when the steering wheel is in full turn, you will hear a not so loud whining sound which is generated by the power steering pump, that is normal. But if the sound is more like a constant groan, there might be problems with your power steering system.
Sample, if the steering wheel is in full turn to the right and you hear the groaning sound but the sound doesn't appear when the steering wheel is in full turn to the left, vise versa, that normally means a problem with the power steering system.
It could mean anything from leaks, air in the system, which requires bleeding, or a bad power steering pump.